Implied betas for the Frankel-Wei regression framework (Q2083549)
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scientific article; zbMATH DE number 7599335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied betas for the Frankel-Wei regression framework |
scientific article; zbMATH DE number 7599335 |
Statements
Implied betas for the Frankel-Wei regression framework (English)
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11 October 2022
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exchange rates
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implied volatilities
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implied betas
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